CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7388 |
0.7383 |
-0.0005 |
-0.1% |
0.7432 |
| High |
0.7425 |
0.7384 |
-0.0042 |
-0.6% |
0.7458 |
| Low |
0.7358 |
0.7294 |
-0.0064 |
-0.9% |
0.7358 |
| Close |
0.7378 |
0.7319 |
-0.0060 |
-0.8% |
0.7378 |
| Range |
0.0068 |
0.0090 |
0.0022 |
32.6% |
0.0100 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
| Volume |
197,531 |
136,001 |
-61,530 |
-31.1% |
693,678 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7549 |
0.7368 |
|
| R3 |
0.7511 |
0.7460 |
0.7343 |
|
| R2 |
0.7422 |
0.7422 |
0.7335 |
|
| R1 |
0.7370 |
0.7370 |
0.7327 |
0.7351 |
| PP |
0.7332 |
0.7332 |
0.7332 |
0.7323 |
| S1 |
0.7281 |
0.7281 |
0.7310 |
0.7262 |
| S2 |
0.7243 |
0.7243 |
0.7302 |
|
| S3 |
0.7153 |
0.7191 |
0.7294 |
|
| S4 |
0.7064 |
0.7102 |
0.7269 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7638 |
0.7433 |
|
| R3 |
0.7598 |
0.7538 |
0.7406 |
|
| R2 |
0.7498 |
0.7498 |
0.7396 |
|
| R1 |
0.7438 |
0.7438 |
0.7387 |
0.7418 |
| PP |
0.7398 |
0.7398 |
0.7398 |
0.7388 |
| S1 |
0.7338 |
0.7338 |
0.7369 |
0.7318 |
| S2 |
0.7298 |
0.7298 |
0.7360 |
|
| S3 |
0.7198 |
0.7238 |
0.7351 |
|
| S4 |
0.7098 |
0.7138 |
0.7323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7458 |
0.7294 |
0.0164 |
2.2% |
0.0068 |
0.9% |
15% |
False |
True |
165,935 |
| 10 |
0.7476 |
0.7294 |
0.0182 |
2.5% |
0.0067 |
0.9% |
13% |
False |
True |
147,357 |
| 20 |
0.7651 |
0.7294 |
0.0357 |
4.9% |
0.0087 |
1.2% |
7% |
False |
True |
165,451 |
| 40 |
0.7958 |
0.7294 |
0.0664 |
9.1% |
0.0081 |
1.1% |
4% |
False |
True |
93,494 |
| 60 |
0.8047 |
0.7294 |
0.0753 |
10.3% |
0.0078 |
1.1% |
3% |
False |
True |
62,377 |
| 80 |
0.8514 |
0.7294 |
0.1220 |
16.7% |
0.0074 |
1.0% |
2% |
False |
True |
46,808 |
| 100 |
0.8773 |
0.7294 |
0.1479 |
20.2% |
0.0063 |
0.9% |
2% |
False |
True |
37,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7764 |
|
2.618 |
0.7618 |
|
1.618 |
0.7528 |
|
1.000 |
0.7473 |
|
0.618 |
0.7439 |
|
HIGH |
0.7384 |
|
0.618 |
0.7349 |
|
0.500 |
0.7339 |
|
0.382 |
0.7328 |
|
LOW |
0.7294 |
|
0.618 |
0.7239 |
|
1.000 |
0.7205 |
|
1.618 |
0.7149 |
|
2.618 |
0.7060 |
|
4.250 |
0.6914 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7339 |
0.7360 |
| PP |
0.7332 |
0.7346 |
| S1 |
0.7325 |
0.7332 |
|